-15.0%
MSBT price history and return analytics
+12.0%
-27.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -3.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | -9.2% | -2.6% | -6.6% | -7.5% |
| 3M | +15.0% | -3.2% | +18.2% | +17.4% |
| 6M | -7.0% | +0.9% | -7.9% | -5.0% |
| All | -15.0% | +12.0% | -27.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling